Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416662.0893 | 319092.1148 | 97569.9745 | 889317.6311 | -87175.8046 | 976493.4358 |
Total P&L (%) | 416.6621 | 319.0921 | 97.57 | 889.3176 | -87.1758 | 976.4934 |
Avg Daily Profit (%) | 0.178 | 0.1363 | 0.0417 | 0.098 | -0.0877 | 0.1016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104537 | -85973 | -60029 | -2697812 | -3335252 | -993695 |
Profit Factor | 1.6988 | 2.0416 | 1.3365 | 1.0762 | 0.9883 | 1.2316 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 157 | 82 | 75 | 157 | 82 | 75 |
Losing Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Profitability (%) | 68.559 | 71.9298 | 65.2174 | 68.559 | 71.9298 | 65.2174 |
Ratio Avg Win / Avg Loss | 0.7791 | 0.7967 | 0.7128 | 0.4935 | 0.3857 | 0.6569 |
Largest Winning Trade | 53126 | 53126 | 28865 | 476496 | 476496 | 295448 |
Largest Losing Trade | -68983 | -68983 | -42522 | -2350358 | -2350358 | -522278 |
Avg Bars in Trades | 36 | 65 | 7 | 36 | 65 | 7 |
Avg Bars in Winners | 15 | 23 | 7 | 15 | 23 | 7 |
Avg Bars in Losers | 81 | 174 | 7 | 81 | 174 | 7 |
Bars Traded | 8353 | 7478 | 875 | 8353 | 7478 | 875 |
Profit Streak | 69.7716 | 0 | 308.0216 | 69.7716 | 0 | 308.0216 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433325 | -7054 | -135212 | -196018 | -577908 | -55579 |
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{ "first_band": { "type": "kcl", "factors": { "length": 6, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcb", "factors": { "length": 241, "offset": 0, "scalar": 1 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 416662.0893247898, 319092.1147893427, 97569.9745354471, 889317.6311437455, -87175.8046351215, 976493.4357788682 ], [ 416.662089, 319.092115, 97.569975, 889.317631, -87.175805, 976.493436 ], [ 0.178023, 0.136335, 0.041688, 0.097969, -0.087714, 0.101581 ], [ 10, 10, 10, 10, 10, 10 ], [ -104537, -85973, -60029, -2697812, -3335252, -993695 ], [ 1.698782, 2.041601, 1.33654, 1.076161, 0.988315, 1.231606 ], [ 229, 114, 115, 229, 114, 115 ], [ 157, 82, 75, 157, 82, 75 ], [ 72, 32, 40, 72, 32, 40 ], [ 68.558952, 71.929825, 65.217391, 68.558952, 71.929825, 65.217391 ], [ 0.779059, 0.796722, 0.712821, 0.493526, 0.385684, 0.656857 ], [ 53126, 53126, 28865, 476496, 476496, 295448 ], [ -68983, -68983, -42522, -2350358, -2350358, -522278 ], [ 36, 65, 7, 36, 65, 7 ], [ 15, 23, 7, 15, 23, 7 ], [ 81, 174, 7, 81, 174, 7 ], [ 8353, 7478, 875, 8353, 7478, 875 ], [ 69.771638, 0, 308.021638, 69.771638, 0, 308.021638 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 433325, -7054, -135212, -196018, -577908, -55579 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9362, "evaluation_days": 2340.5, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1561701600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759019469561, "expiration_time": 1764781776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 6, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcb", "factors": { "length": 241, "offset": 0, "scalar": 1 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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